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Creating a Multi-Strategy Fund Using Big Data and Machine Learning
Erez Katz, CEO and Co-founder of Lucena Research In order to create a diversified portfolio, our team combined five uncorrelated, best of breed strategies into a single fund named: The Fabulous 5.
Dynamically Retraining Models for Stock Forecasting
Erez Katz, CEO and Co-founder of Lucena Research Dynamic retraining is an important aspect of AI & Big Data for quantitative investing.
Lucena Research and Equifax to Deliver Consumer Credit Data Offerings
Erez Katz, Lucena Research CEO and Co-founder Lucena teamed up with Equifax® to create predictive signals derived from consumer credit analysis for actionable investment deliverables.
Using Big Data to Forecast KPI
Erez Katz, Lucena Research CEO and Co-founder During our panel event in NY I referenced how deploying big data in a consumable and actionable format is a critical need for most investment professionals. In order to serve this need, our team has…
Murky Outlook for Oil
Erez Katz, Lucena Research CEO and Co-founder Oil Volatility: How to Identify a Statistical Arbitrage Opportunity Opposing forces are holding oil prices in a tight range and delicate balance. Excessive US production and oversupply is countered by growing demand. Add…
Perpetually Monitored Strategies derived from Alternative Data and AI
Erez Katz, Lucena Research CEO and Co-founder At Lucena, we connect investment professionals with actionable and validated alternative data. Over the past two years, we’ve added new datasets to our list of validated data partners. To further advance the reliability…
Repurposing Alternative Data for Various Investment Paradigms
Erez Katz, CEO and Co-founder Lucena Research A review of current challenges with alt data adoption and how to overcome them. With our data providers, we are able to provide empirical evidence of the underlying data’s predictive value. Value is…
Forecasting KPI: Using ML and Big Data for Investment Decisions
Erez Katz, CEO and Co-founder For us at Lucena, applying machine learning to the financial markets has taken an interesting turn in recent years. In theory, fitting a model to historical time series data and forecasting a KPI should be similar to how…
Trending Topics in Alt Data and Machine Learning for Investment
Webinar Overview On June 13th we will host a webinar dedicated to an open Q&A surrounding trending topics in Alt Data, Machine Learning, and Data Science for Finance. An emerging and rapidly evolving technical domain can cause great confusion and…
Testing Multi-Factor Models in QuantDesk
Jonathan Moreland, Director of Research, InsiderInsights.com Jonathan Moreland discusses how Insider Intelligence has been proven most valuable using QuantDesk‘s multi-factor model.
Live Portfolios From Alt Data
Alternative-Data-Based Long and Short Portfolios In Action Earlier this year we announced a partnership with Wall Street Horizon. Our partnership will highlight how quality alternative data combined with predictive technology can benefit deploying successful investment signals.
How to fight the commoditization of Alt Data
Erez Katz, CEO and Co-founder Lucena Research The challenge of prolonging alternative data relevancy is on many data provider’s mind. Increased competition, and wide distribution could quickly turn into alpha decay and commoditization.
Pre-Earnings Alternative Data for Stock Forecasting
ATLANTA, GA / ACCESSWIRE / February 20, 2019 / Wall Street Horizon and Lucena Research Partner to highlight pre-earnings corporate event data for use in investment strategies and stock forecasting. Buy side consumers can access Wall Street Horizon’s data in multiple…
Feature Engineering for Trading: Art or Science?
Erez Katz, CEO and Co-founder Lucena Research How Feature Engineering Extracts Signals from Data for Trading Those of us who work with big data and the applications of deep learning are often conflicted where human intellect is applied. Utilizing feature…
How Dynamic Models Prolong An Investment Strategy
Erez Katz, CEO and Co-founder Lucena Research The benefits of dynamic models and how they prolong your investment strategy in a volatile market. One of the biggest fallacies of quantitative strategy development is the belief that a successful model will…
How to Use Arbitrage Trading for Foreign Exchange Strategies
Erez Katz, Lucena Research CEO and Co-founder Cointegration is an excellent time series analysis geared to identify a high conviction trade such as arbitrage trading strategies for foreign exchange. A Scientific Approach to Arbitrage Trading in Foreign Exchange Cointegration…
A Scientific Approach To Multi-Strategy Investment
Erez Katz, CEO and Co-founder of Lucena Research Scientifically construct a multi-strategy portfolio and algorithmically shift allocations to maximize your fund’s risk-adjusted return.
The Benefits of a Multi-Strategy Investment Approach
Erez Katz, CEO and Co-founder of Lucena Research Why A Multi-Strategy Approach for Portfolio Optimization Here are two long-only strategies that have been performing well for us year to date despite recently volatility. Every Market Regime Presents Investment Opportunities Despite heightened…